English
Related papers

Related papers: Maximum-Entropy Priors with Derived Parameters in …

200 papers

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

Maximum Entropy is a powerful concept that entails a sharp separation between relevant and irrelevant variables. It is typically invoked in inference, once an assumption is made on what the relevant variables are, in order to estimate a…

Statistical Mechanics · Physics 2018-01-09 Luigi Gresele , Matteo Marsili

A brief discussion is given of the traditional version of the Maximum Entropy Method, including a review of some of the criticism that has been made in regard to its use in statistical inference. Motivated by these questions, a modified…

Data Analysis, Statistics and Probability · Physics 2007-09-12 Robert Kariotis

A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…

Quantitative Methods · Quantitative Biology 2016-02-01 Jayajit Das , Sayak Mukherjee , Susan E. Hodge

The maximum entropy approach operating with quite general entropy measure and constraint is considered. It is demonstrated that for a conditional or parametrized probability distribution $f(x|\mu)$ there is a "universal" relation among the…

Statistical Mechanics · Physics 2015-05-19 E. V. Vakarin , J. P. Badiali

Maximum entropy principle (MEP) offers an effective and unbiased approach to inferring unknown probability distributions when faced with incomplete information, while neural networks provide the flexibility to learn complex distributions…

Machine Learning · Statistics 2024-12-04 Wuyue Yang , Liangrong Peng , Guojie Li , Liu Hong

We revisit the classical problem of inverting dimension-reducing linear mappings using the maximum entropy (MaxEnt) criterion. In the literature, solutions are problem-dependent, inconsistent, and use different entropy measures. We propose…

Machine Learning · Computer Science 2024-07-22 Paul M Baggenstoss

Within the task of collaborative filtering two challenges for computing conditional probabilities exist. First, the amount of training data available is typically sparse with respect to the size of the domain. Thus, support for higher-order…

Information Retrieval · Computer Science 2012-07-19 Lawrence Zitnick , Takeo Kanade

We propose a method to derive the stationary size distributions of a system, and the degree distributions of networks, using maximisation of the Gibbs-Shannon entropy. We apply this to a preferential attachment-type algorithm for systems of…

Physics and Society · Physics 2020-03-17 Cornelia Metzig , Caroline Colijn

Maximum entropy models provide the least constrained probability distributions that reproduce statistical properties of experimental datasets. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case…

Disordered Systems and Neural Networks · Physics 2016-09-21 Ulisse Ferrari

We discuss how the method of maximum entropy, MaxEnt, can be extended beyond its original scope, as a rule to assign a probability distribution, to a full-fledged method for inductive inference. The main concept is the (relative) entropy…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha

Maximum entropy (MAXENT) method has a large number of applications in theoretical and applied machine learning, since it provides a convenient non-parametric tool for estimating unknown probabilities. The method is a major contribution of…

Data Analysis, Statistics and Probability · Physics 2020-12-18 A. E. Allahverdyan , N. H. Martirosyan

Citizens' assemblies are a form of democratic innovation in which a randomly selected panel of constituents deliberates on questions of public interest. We study a novel goal for the selection of panel members: maximizing the entropy of the…

Computer Science and Game Theory · Computer Science 2026-04-06 Gabriel de Azevedo , Paul Gölz

Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…

Artificial Intelligence · Computer Science 2013-03-25 Gerhard Paaß

The maximum entropy principle advocates to evaluate events' probabilities using a distribution that maximizes entropy among those that satisfy certain expectations' constraints. Such principle can be generalized for arbitrary decision…

Machine Learning · Statistics 2021-12-16 Santiago Mazuelas , Yuan Shen , Aritz Pérez

Empirical data can often be considered as samples from a set of probability distributions. Kernel methods have emerged as a natural approach for learning to classify these distributions. Although numerous kernels between distributions have…

Machine Learning · Computer Science 2024-12-02 Oleksii Kachaiev , Stefano Recanatesi

We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…

Statistics Theory · Mathematics 2015-09-08 Cristina Butucea , Jean-François Delmas , Anne Dutfoy , Richard Fischer

In this letter we propose the use of physics techniques for entropy determination on constrained parameter optimization problems. The main feature of such techniques, the construction of an unbiased walk on energy space, suggests their use…

Statistical Mechanics · Physics 2009-11-07 A. R. Lima , M. Argollo de Menezes

Importance sampling of target probability distributions belonging to a given convex class is considered. Motivated by previous results, the cost of importance sampling is quantified using the relative entropy of the target with respect to…

Numerical Analysis · Mathematics 2022-12-09 Frédéric Cérou , Patrick Héas , Mathias Rousset

We exploit the idea to use the maximal-entropy method, successfully tested in information theory and statistical thermodynamics, to determine approximating function's coefficients and squared errors' weights simultaneously as output of one…

Numerical Analysis · Mathematics 2021-03-04 Domenico Giordano , Felice Iavernaro